JP 06 023580 A discloses a laser processing machine having a mechanical device for changing nozzles on a laser processing head of the laser processing machine. A nozzle magazine of the nozzle changing device is in the form of a turret magazine and has a magazine turret that is rotatable about a turret rotation axis. A plurality of nozzle storage locations are provided on the magazine turret, which follow one another in the direction of rotation of the magazine turret about the turret rotation axis. By rotation of the magazine turret about the turret rotation axis, one of the nozzle storage locations is transferred to a stand-by position. When an empty nozzle storage location is in the stand-by position, the nozzle storage location is able to receive a used laser nozzle that was previously in use on the laser processing head and that is to be dismounted from the nozzle mount of the laser processing head. When a nozzle storage location with a substitute laser nozzle assumes the stand-by position, the substitute laser nozzle may be mounted on the laser processing head as a replacement for a previously dismounted, used laser nozzle.